Workflow for adding audio to scenes and combining them in the VSE
This is a bit silly, but you can create additional scenes and put the scene's camera output in 0001.Video, and then combine that with 0001's sequencer output in 0001.Comp. The latter can then be inserted into your master as one clip that's easy to edit. The render start/ends are a bit difficult to manage between the three of them, but if you overshoot them all (I'm not sure if render times are affected here) and just plan to edit them down in the master's VSE, it's a pretty usable workflow.
e: the 0001.Comp scene can be avoided by using meta clips, but that requires renaming the clip for clarity.